Recent data show that fire concentration is becoming rather predominant in Southern European areas. Specifically, 2017–2018 were some of the worst years on record for fires in Europe. We conduct a survey among households in order to understand citizens' preferences towards fire prevention programs in Spain, aiming to reduce the occurrence of megafires. In the survey, special attention is given to prevention policies and the role played by the perceived risk associated with wildfire occurrence. Through the application of a Discrete Choice Experiment (DCE), it was found that Spanish households are willing to support forest fire prevention programs to reduce the frequency of occurrence of the most aggressive wildfires, although it is noteworthy that this support in terms of Willingness to Pay (WTP) estimates is not greater in high risk areas. That is, there is a certain level of discouragement among citizens in high frequency areas when dealing with policies against wildfires, which may be associated with the 'risk paradox'.